If you take the train from elsewhere in Germany or Europe to Munich, you'll probably wind up at Munich's main train station, the Haptbahnhof. If you arrive by air, take S bahn line S1 or S8 to the Hauptbahnhof.
Munich is divided into zones, but just about everywhere you'll want to go is in the "blue" zone. Rides in and across zones are covered by a card of ten tickets, which you can get at U bahn stations, the airport, Town Hall in the Marienplatz (the big touristy square where you'll find the famous Glockenspiel), and some bus stops. U bahn trains, or "fast" trains, are mostly above ground, and the S bahn are largely underground electric trains. Buses will connect you with trains if need be and you can buy single tickets which cover rides on buses and both kinds of trains. Tickets must be "validated" in a red or yellow clock/machine before you ride or a conductor may fine you (after validating your ticket for you to prevent you from using it again).